Dolphinfish has high levels of selenium, a mineral essential to maintain the levels of TPO antibodies in a pregnant woman. Optimum levels of TPO antibodies are responsible for proper thyroid function. Hence, it is important to have the right amount of selenium in your pregnancy diet. But dolphinfish is also considered to have medium levels of mercury, overconsumption of which, can lead to brain damage in the baby. Hence, even though dolphinfish is considered safe to eat during pregnancy, you need to limit your consumption to 4 ounces a week.